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person:"Hess, Dieter"
~isPartOf:"Working papers / Financial Institutions Center"
~person:"Allen, David E."
~person:"Bollerslev, Tim"
~person:"Theissen, Erik"
~subject:"Estimation"
~type_genre:"Arbeitspapier"
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Hess, Dieter
Allen, David E.
Bollerslev, Tim
Theissen, Erik
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Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
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A framework for exploring the macroeconomic determinants of systematic risk
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
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2005
Persistent link: https://www.econbiz.de/10002636085
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